What One Key Returns For A Backtest
| Backtest input | 0xArchive |
|---|---|
| Historical and live order books (L2) | 20-level snapshots about every 1.2 seconds since April 2023, 24.6B+ records, 176 symbols |
| Trades | Continuous since April 2023 |
| Funding and open interest | Since May 2023 |
| Liquidations | Since December 2025 |
| Order-level (L4) depth and lifecycle | Every order add, fill, cancel, and TP/SL with wallet attribution since March 2026 (Hyperliquid families) |
| Lighter market data | Trades and funding/OI since August 2025, L2 tick since January 2026, L3 since March 2026 |
| Replay and reconstruction | WebSocket replay and exact-window reconstruction on one socket |
| Reproducibility | A request ID on every response and a data-quality path you can check before the window is trusted |
What To Run First
Start from concrete routes, not a provider logo.| Backtest input | 0xArchive route |
|---|---|
| Historical order books | /v1/hyperliquid/orderbook/{symbol}/history |
| Trades | /v1/hyperliquid/trades/{symbol} |
| Funding | /v1/hyperliquid/funding/{symbol} |
| Open interest | /v1/hyperliquid/openinterest/{symbol} |
| Liquidations | /v1/hyperliquid/liquidations/{symbol} |
| Lighter funding/candles/OI | /v1/lighter/funding/{symbol}, /v1/lighter/candles/{symbol}, /v1/lighter/openinterest/{symbol} |
When To Use 0xArchive
A backtest you can trade on reproduces the same route, window, schema, request ID, and quality context every time you rerun it. 0xArchive returns that: Hyperliquid order books and trades back to April 2023 across 176 symbols and more than 24 billion records, funding and OI since May 2023, liquidations since December 2025, full order-level (L4) depth with wallet attribution since March 2026, and Lighter trades from August 2025 with L3 from March 2026. Every response carries a request ID, and coverage, freshness, incidents, and latency gate the data before a model run trusts it. 0xArchive is not the right fit for backtests that need centralized-exchange or equity venues; it covers Hyperliquid and Lighter. Live or historical, every order, trade, and fill, one API.| Criterion | Why it matters | 0xArchive path |
|---|---|---|
| Venue family | Prevents symbol and market-family mistakes | Venue coverage |
| Historical order books | Required for depth-aware strategy tests | /v1/hyperliquid/orderbook/BTC/history |
| Trades | Needed for realized flow and execution assumptions | /v1/hyperliquid/trades/BTC |
| Funding and OI | Needed for perp and derivative context | /v1/hyperliquid/funding/BTC, /v1/hyperliquid/openinterest/BTC |
| Replay and reconstruction | Needed when sequence and timing matter | WebSocket replay, SDK reconstruction |
| Freshness and incidents | Prevents silent use of bad windows | Data quality |
| Code generation | Lets generated clients use contracts instead of guessed paths | Coding agents |
Backtest Selection Checklist
Define the backtest checklist up front: route family, symbol list, data family, UTC window, sampling or event-order requirement, expected depth, gap policy, response schema, pagination plan, and storage format. For 0xArchive, every item maps to a concrete route and a data-quality check, so a smaller test run reproduces the route, window, schema, and quality context before the full job scales.Backtesting Workflow
Select the venue family
Confirm Hyperliquid core, Hyperliquid Spot, HIP-3, HIP-4, or Lighter in Venue coverage.
Gate data quality
Check coverage, freshness, incidents, and latency before using the data in research or model runs.
Replay or reconstruct when needed
Use WebSocket replay or SDK reconstruction when event order matters.